All-Subset Model Comparison Plot

Creates a two-panel figure: the top panel shows a performance metric across all evaluated models (ordered by number of predictors then by metric value), and the bottom panel shows a heatmap of which predictors are included in each model.

Usage

all_subset_plot(
  all_models,
  metric = "Avg_Net_Benefit",
  y_axis = "Average Net Benefit",
  filter = 5,
  size_dot = 3,
  highlight_color = "red",
  tile_color = "#2A6EBB",
  p1_theme = NULL,
  p2_theme = NULL
)

Arguments

all_models

Data frame returned in the all_models element of nb_varsel().

metric

Character string. Column name in all_models to plot on the y-axis. Defaults to "Avg_Net_Benefit".

y_axis

Character string. Label for the y-axis of the top panel. Defaults to "Average Net Benefit".

filter

Integer. When there are more than 100 models, keep only the top filter models per number of predictors. Defaults to 5.

size_dot

Numeric. Point size in the metric plot. Defaults to 3.

highlight_color

Character string. Color for the dashed lines marking the best model. Defaults to "red".

tile_color

Character string. Fill color for "present" tiles in the heatmap panel. Defaults to "#2A6EBB".

p1_theme

A ggplot2::theme() object to add to the top panel, or NULL.

p2_theme

A ggplot2::theme() object to add to the bottom panel, or NULL.

Value

A patchwork::patchwork object (two stacked ggplot panels).

Examples

if (FALSE) { # \dontrun{
result <- nb_varsel(
  data = df, outcome_var = "Y", costs = harms,
  mode = "exhaustive", splines = FALSE, allow_parallel = FALSE
)
all_subset_plot(result$all_models)
} # }